+1,410.4%
TSM vs VT
+215.5%
+1,194.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.0% |
| 7D | -7.6% | -2.3% | -5.2% | -4.4% |
| 30D | -20.5% | -5.0% | -15.5% | -14.5% |
| 3M | -10.0% | -4.9% | -5.1% | -3.2% |
| 6M | -10.1% | -1.5% | -8.5% | -6.6% |
| YTD | +24.5% | +8.5% | +16.0% | +15.1% |
| 1Y | +31.2% | +11.4% | +19.8% | +17.5% |
| 3Y | +322.0% | +70.1% | +251.9% | +134.4% |
| 5Y | +245.3% | +53.7% | +191.5% | +118.1% |
| All | +1,410.4% | +215.5% | +1,194.9% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling